+1,920.2%
SMCI vs FSLY
+7.7%
+1,912.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.0% | +5.3% | +7.0% |
| 7D | +1.3% | +12.5% | -11.2% | -0.5% |
| 30D | +6.6% | -18.8% | +25.4% | +9.7% |
| 3M | +25.4% | +22.7% | +2.8% | +20.6% |
| 6M | +26.1% | -3.7% | +29.8% | +21.3% |
| YTD | +37.0% | +127.5% | -90.5% | +10.3% |
| 1Y | -8.8% | +193.5% | -202.3% | -31.2% |
| 3Y | +44.6% | -1.3% | +45.9% | +20.1% |
| 5Y | +995.9% | -47.3% | +1,043.3% | +795.9% |
| All | +1,920.2% | +7.7% | +1,912.4% | +1,158.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FSLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling